Anic Equity¶

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Total return since start: 0.554 %¶

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Equity now: -----------------------------> 47475.36 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46077.37 Kr¶

PnL: ---------------------------------------> -811.2 Kr¶

DD now: ---------------------------------> -2.374 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-27 13:11:57.060753'

Anic Portfolio¶

Today¶

Return: 0.35 %¶

This Week¶

Return: -0.913 %¶

Total¶

Return: 55.422 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 50 0.960000 3140.000000 213.000000 7.280000 2927.000000
HEBA B 70 1.010000 2800.000000 164.000000 6.220000 2636.000010
HMS Networks 2 -1.570000 778.400000 105.400000 15.660000 673.000000
Nordea Bank Abp 29 1.470000 3534.520000 80.520000 2.330000 3453.999992
SAAB B 8 -0.530000 3424.800000 47.800000 1.420000 3377.000000
MedCap 2 1.080000 468.000000 47.000000 11.160000 421.000000
Samhällsbyggnadsbo. i Norden B 20 2.100000 398.000000 43.000000 12.110000 355.000000
Boozt 12 1.010000 1688.400000 34.400000 2.080000 1653.999996
Resurs Holding 22 1.670000 603.680000 29.680000 5.170000 573.999998
Corem Property Group B 59 1.180000 605.930000 28.930000 5.010000 576.999999
Swedbank A 3 2.080000 587.850000 23.850000 4.230000 564.000000
AcadeMedia 12 0.080000 579.120000 22.120000 3.970000 557.000004
Intrum 4 0.040000 545.000000 18.000000 3.420000 527.000000
OEM International B 7 -0.130000 545.300000 17.300000 3.280000 527.999997
Securitas B 6 1.730000 586.080000 16.080000 2.820000 570.000000
Eastnine 4 0.480000 506.400000 15.400000 3.140000 491.000000
Norva24 Group 16 -0.230000 552.640000 9.640000 1.780000 543.000000
Samhällsbyggnadsbo. i Norden D 12 3.020000 254.160000 8.160000 3.320000 246.000000
Fastighetsbolag. Emilshus Pref 21 -1.090000 569.100000 7.100000 1.260000 562.000005
Creaspac SPAC 6 0.520000 583.800000 6.800000 1.180000 577.000002
Coor Service Management Hold. 8 0.220000 536.800000 4.800000 0.900000 532.000000
Karnov Group 9 -0.170000 539.100000 3.100000 0.580000 536.000004
Handelsbanken A 5 0.560000 543.000000 -3.000000 -0.550000 546.000000
Midsona B 63 -0.220000 567.000000 -16.000000 -2.740000 582.999984
International Petroleum Corp. 5 4.260000 575.500000 -19.070000 -3.210000 594.565215
CTEK 13 -3.850000 510.250000 -23.750000 -4.450000 533.999999
Essity B 2 -0.440000 546.800000 -27.200000 -4.740000 574.000000
Essity A 4 -0.550000 1092.000000 -57.000000 -4.960000 1149.000000
Vivesto 1368 0.000000 554.040000 -58.960000 -9.620000 612.999432
Sampo Oyj SDB 7 0.280000 3769.500000 -80.500000 -2.090000 3850.000000
Fasadgruppen Group 35 2.520000 3703.000000 -108.000000 -2.830000 3810.999990
OX2 18 1.520000 1440.000000 -224.000000 -13.460000 1663.999992
Beijer Electronics Group 26 -2.410000 2735.200000 -235.800000 -7.940000 2971.000006
Axfood 13 0.600000 3489.200000 -266.800000 -7.100000 3756.000001
Ovzon 52 -1.870000 2724.800000 -637.200000 -18.950000 3361.999992
TOTAL 46077.370000 -811.200000 -2.37412% 46888.564618

Updated:¶

'2023-01-27 13:12:10.800812'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶